Interest Rates Products

 
 
November Options Review
Repo Interest Rate Benchmark
Tick Size Reduced
Interest Rate Roll Tool
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.705 0 99.705 99.710 99.700 132966
Eurodollar GEM5 Jun 2015 99.555 +0.005 99.560 99.565 99.540 182155
Eurodollar GEU5 Sep 2015 99.345 +0.005 99.360 99.370 99.330 192549
Eurodollar GEZ5 Dec 2015 99.085 +0.005 99.110 99.125 99.070 266130
Eurodollar GEH6 Mar 2016 98.825 +0.005 98.850 98.875 98.815 226814
Eurodollar GEM6 Jun 2016 98.570 0 98.610 98.625 98.560 143894
Eurodollar GEU6 Sep 2016 98.330 0 98.355 98.380 98.320 142485
Eurodollar GEZ6 Dec 2016 98.120 0 98.135 98.165 98.110 173292
10-Year U.S. Treasury Note ZNH5 Mar 2015 126'225 +0'020 126'145 126'250 126'090 751747
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 101'220 b +0'015 101'215 101'245 101'195 1362
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 105'260 a +0'060 105'165 105'265 105'095 1005
2-Year Eurodollar Bundle BU2H5 Mar 2015 98.9425 +0.0025 98.9625 98.9725 98.9425 100
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.5425 b +0.0025 - 98.5725 98.5325 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.0450 b +0.01 - 98.0600 98.0275 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.705 0 99.705 99.710 99.700 132966
Eurodollar GEM5 Jun 2015 99.555 +0.005 99.560 99.565 99.540 182155
Eurodollar GEU5 Sep 2015 99.345 +0.005 99.360 99.370 99.330 192549
Eurodollar GEZ5 Dec 2015 99.085 +0.005 99.110 99.125 99.070 266130
Eurodollar GEH6 Mar 2016 98.825 +0.005 98.850 98.875 98.815 226814
Eurodollar GEM6 Jun 2016 98.570 0 98.610 98.625 98.560 143894
Eurodollar GEU6 Sep 2016 98.330 0 98.355 98.380 98.320 142485
Eurodollar GEZ6 Dec 2016 98.120 0 98.135 98.165 98.110 173292
30-Day Federal Funds ZQG5 Feb 2015 99.870 -0.005 99.875 99.875 99.870 1630
2-Year Eurodollar Bundle BU2H5 Mar 2015 98.9425 +0.0025 98.9625 98.9725 98.9425 100
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.5425 b +0.0025 - 98.5725 98.5325 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.0450 b +0.01 - 98.0600 98.0275 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 164'27 +0'14 163'04 165'01 162'11 60638
U.S. Treasury Bond ZBH5 Mar 2015 144'19 +0'09 143'19 144'23 143'03 239088
10-Year U.S. Treasury Note ZNH5 Mar 2015 126'225 +0'020 126'145 126'250 126'090 751747
5-Year U.S. Treasury Note ZFH5 Mar 2015 118'260 +0'007 118'242 118'297 118'220 447371
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'092 +0'005 109'095 109'107 109'080 168482
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'120 b -0'002 100'117 100'140 100'117 547
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 101'220 b +0'015 101'215 101'245 101'195 1362
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 105'260 a +0'060 105'165 105'265 105'095 1005
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 116'06 a +0'16 114'06 116'10 114'06 19
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.570 b +0.020 - 100.570 - -
Interest Rate Education|All Education
All IR Products
STIR Futures
Treasury Futures
Swap Futures
Options
Treasury Futures
Swaps
Options
STIRs
Deliverable Swap Futures
All IR Products
DSFs: New High in Monthly ADV, Growing Open Interest

DSFs
Enlarge

 

 

 
 
DSF Interest Rate Swap Exposure
Quickstrike Option Pricing
New Find-a-Broker Tool
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.